+129.5%
SPMO vs CART
+40.2%
+89.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.2% | -1.6% |
| 7D | +6.3% | +1.3% | +5.1% | +6.2% |
| 30D | -8.9% | +19.2% | -28.0% | -10.3% |
| 3M | -13.2% | +17.6% | -30.8% | -14.6% |
| 6M | -9.3% | +47.4% | -56.6% | -13.1% |
| YTD | +11.6% | +30.9% | -19.3% | +8.0% |
| 1Y | +13.4% | +46.0% | -32.6% | +8.1% |
| 3Y | +122.9% | +130.3% | -7.4% | +101.4% |
| All | +129.5% | +40.2% | +89.3% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling